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- Tasks: Join a top-tier team to develop automated trading strategies for equities, options, and crypto.
- Company: A leading prop-trading house with a collaborative culture and elite researchers.
- Benefits: Enjoy competitive compensation in the seven-digit range and work in a meritocratic environment.
- Why this job: Be part of a cutting-edge research platform with talented peers and impactful projects.
- Qualifications: 5+ years in quantitative research, strong Python skills, and a relevant degree required.
- Other info: Ideal candidates have a proven track record in high-frequency trading and participation in Kaggle competitions.
Job Description: A prominent prop-trading house is seeking a Senior Quantitative Researcher with 5+ years of experience trading strategies with a sub-minute holding period. The company’s fully automated trading business is blended between HFT and MFT (short intra-day spectrum), with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad prize-winners, ICPC winners, and Kaggle grandmasters. The main requirement is a strong track record of running fully automated intra-day systematic strategies with a holding period of under a few minutes max. A background in ML/DL Research with cross-sectional or large unstructured datasets would be a strong advantage, as the firm operates as a central research platform that provides signals to different asset classes. You will work closely with a collaborative team of quant researchers and ML/AI scientists to develop cutting-edge intra-day trading strategies for equities, options, and crypto markets. The team is in the top 1% by remunerational capabilities and is seeking outstanding candidates who are ready for a focused, collaborative, and meritocratic working environment . First-year comp is in the middle seven-digit area. Requirements: Track Record of full-cycle quantitative research – alpha research, portfolio optimisation, monetisation & live-trading. Prop-shop background is a prerequisite. Sharpe Ratio for MFT (sub-minute) strategies must be above 5.0. BSc/MSc/PhD in computer science, electrical engineering, or a related field. Python experience is required, and daily use is preferred. C++ is a strong plus. 5+ years’ experience in the buy-side firm (hedge funds, prop trading funds, market makers) or Scientific AI Research Departments from the Big Tech. Strong plus – Participation in Kaggle competitions, scientific research, and publications in prominent journals and conferences, such as ICML, ICLR, etc.
Senior Intraday Quant Researcher (Equities, Options, Crypto) - London, Amsterdam or Chicago employer: J K Barnes
Contact Detail:
J K Barnes Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Intraday Quant Researcher (Equities, Options, Crypto) - London, Amsterdam or Chicago
✨Tip Number 1
Make sure to highlight your experience with fully automated intra-day trading strategies. Be prepared to discuss specific examples of your past work, especially those that demonstrate a strong Sharpe Ratio and successful monetization.
✨Tip Number 2
Showcase your collaborative skills and experiences. Since the role emphasizes teamwork with quant researchers and ML/AI scientists, be ready to share instances where you successfully worked in a team to develop or optimize trading strategies.
✨Tip Number 3
If you have participated in Kaggle competitions or published research, make sure to mention these achievements. They can significantly strengthen your application and demonstrate your commitment to the field.
✨Tip Number 4
Familiarize yourself with the latest trends in ML/DL research, especially as they pertain to trading strategies. Being able to discuss recent advancements or techniques can set you apart from other candidates.
We think you need these skills to ace Senior Intraday Quant Researcher (Equities, Options, Crypto) - London, Amsterdam or Chicago
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your 5+ years of experience in trading strategies with a sub-minute holding period. Detail your track record in running fully automated intra-day systematic strategies and any relevant metrics, such as Sharpe Ratio.
Showcase Technical Skills: Clearly outline your proficiency in Python and any experience with C++. If you have worked with ML/DL research or large unstructured datasets, be sure to include specific examples that demonstrate your expertise.
Include Collaborative Projects: Mention any collaborative projects you've been part of, especially those involving quant researchers or ML/AI scientists. Highlight your ability to work in a team-oriented environment, as this is crucial for the role.
Demonstrate Continuous Learning: If you have participated in Kaggle competitions or published research in prominent journals, make sure to include this information. It shows your commitment to staying at the forefront of quantitative research and trading strategies.
How to prepare for a job interview at J K Barnes
✨Showcase Your Track Record
Be prepared to discuss your previous experiences in detail, especially focusing on your success with fully automated intra-day trading strategies. Highlight specific metrics like Sharpe Ratio and any notable achievements in your past roles.
✨Demonstrate Technical Proficiency
Since Python experience is a must, be ready to showcase your coding skills. You might be asked to solve problems or explain your approach to algorithm development, so brush up on your Python and C++ knowledge.
✨Highlight Collaborative Experiences
This role emphasizes teamwork, so share examples of how you've successfully collaborated with other researchers or data scientists. Discuss any projects where you contributed to a team effort and the outcomes of those collaborations.
✨Prepare for Technical Questions
Expect in-depth technical questions related to quantitative research, machine learning, and trading strategies. Review key concepts and be ready to discuss how you would approach developing new strategies or optimizing existing ones.
